Recently, the Russel2000 and the Nasdaq100 are developing more and more in different directions. Since we expect a weaker stock market in the coming weeks and months and the Nasdaq100 can drop significantly lower, the possibility exists for a spread trade in both assets. The approach is relatively simple: Long in the Russel2000 and short the Nasdaq100.
IMPORTANT here is to look at the nominal value of the individual futures in order to find the right relationship/position size. Taking into account the nominal value and the current implied volatility, you would buy two Russel Future (RTY) and sell one Nasdaq Future (NQ).
It is interesting that the margin requirements are very low, if you put it directly as a combo, at the same time the financial risk is easy manageable.
IMPORTANT here is to look at the nominal value of the individual futures in order to find the right relationship/position size. Taking into account the nominal value and the current implied volatility, you would buy two Russel Future (RTY) and sell one Nasdaq Future (NQ).
It is interesting that the margin requirements are very low, if you put it directly as a combo, at the same time the financial risk is easy manageable.